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^MID: S&P 400 MIDCAP INDEX (UNDEFINED)
Basic Info
| Asset Class: | US EQUITY |
| MyPlanIQ Rating: | (72%) |
| Start Date: | 01/02/1981 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | - |
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Performance Analytics (As of 08/23/2021)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/1981 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.9 | 41.3 | 9.9 | 11.4 | 13.1 | 9.0 | 8.8 | 11.1 | 12.2 | 24.1 | -12.5 | 14.5 | 18.7 | -3.7 | 8.2 | 31.6 | 16.1 | -3.1 | 24.9 | 35.0 | -37.3 | 6.7 | 9.0 | 11.3 | 15.2 | 34.0 | -15.4 | -1.6 | 16.2 | 13.3 | 17.7 | 30.4 | 17.3 | 28.6 | -5.5 | 11.7 | 9.5 | 46.6 | -8.1 | 31.4 | 17.0 | -4.8 | 12.7 | 30.3 | -3.6 | 20.5 | 15.6 | 2.1 |
| Sharpe Ratio | NA | -0.47 | -0.65 | -0.75 | -0.55 | NA | NA | -0.06 | -0.59 | 0.06 | -2.11 | -0.5 | -0.98 | -1.49 | -0.79 | 0.99 | -0.16 | -0.75 | 0.3 | 0.51 | -1.31 | -0.95 | -0.97 | -0.78 | -0.33 | 0.9 | -1.4 | -1.01 | -1.93 | 2.37 | 2.4 | -1.13 | 1.66 | -3.39 | -0.34 | 1.18 | 0.85 | 3.48 | -0.56 | 3.41 | 1.67 | -0.19 | 1.15 | 3.57 | -0.33 | 2.02 | 1.22 | 0.17 |
| Draw Down(%) | NA | 42.1 | 42.1 | 42.1 | 42.1 | NA | NA | 56.3 | 42.1 | 8.6 | 23.6 | 5.6 | 11.4 | 12.8 | 10.9 | 7.4 | 11.3 | 26.6 | 17.6 | 27.7 | 53.5 | 11.5 | 12.8 | 8.1 | 10.9 | 13.8 | 32.3 | 26.1 | 13.8 | 13.6 | 27.5 | 9.3 | 11.6 | 5.3 | 12.1 | 6.6 | 12.1 | 6.4 | 24.4 | 7.8 | 6.9 | 32.8 | 11.1 | 9.8 | 17.2 | 8.4 | 16.5 | 16.6 |
| Standard Deviation(%) | NA | 40.0 | 26.1 | 22.1 | 20.1 | NA | NA | 18.6 | 47.7 | 14.4 | 16.1 | 9.6 | 15.7 | 14.9 | 13.0 | 13.2 | 15.2 | 28.7 | 21.0 | 32.5 | 43.2 | 16.2 | 13.8 | 12.5 | 13.3 | 16.4 | 25.1 | 22.9 | 27.2 | 16.2 | 21.2 | 14.4 | 11.6 | 9.9 | 11.2 | 9.9 | 11.2 | 13.3 | 14.3 | 9.2 | 10.2 | 25.4 | 11.0 | 8.5 | 10.8 | 10.1 | 12.7 | 12.4 |
| Treynor Ratio | NA | -0.17 | -0.16 | -0.15 | -0.1 | NA | NA | -0.01 | -0.25 | 0.01 | -0.38 | -0.04 | -0.14 | -0.24 | -0.1 | 0.12 | -0.02 | -0.19 | 0.06 | 0.14 | -0.55 | -0.16 | -0.11 | -0.09 | -0.04 | 0.16 | -0.36 | -0.24 | -0.51 | 0.49 | 0.51 | -0.2 | 0.21 | -0.3 | -0.04 | 0.12 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Alpha | NA | -0.05 | -0.03 | 0.01 | 0.04 | NA | NA | 0.02 | -0.06 | -0.02 | -0.04 | 0.24 | 0.14 | -0.12 | -0.01 | 0.12 | 0.0 | 0.0 | 0.1 | 0.02 | 0.01 | 0.0 | -0.02 | 0.11 | 0.01 | 0.01 | 0.01 | 0.04 | 0.12 | 0.0 | -0.02 | -0.02 | -0.01 | -0.01 | -0.02 | 0.01 | 0.0 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| Beta | NA | 1.11 | 1.07 | 1.07 | 1.08 | NA | NA | 1.03 | 1.11 | 1.06 | 0.91 | 1.25 | 1.11 | 0.94 | 1.05 | 1.1 | 1.11 | 1.15 | 1.1 | 1.13 | 1.02 | 0.98 | 1.23 | 1.13 | 1.1 | 0.95 | 0.97 | 0.96 | 1.02 | 0.78 | 0.99 | 0.81 | 0.93 | 1.13 | 1.08 | 1.01 | 0.99 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| RSquared | NA | 0.91 | 0.9 | 0.9 | 0.92 | NA | NA | 0.77 | 0.91 | 0.87 | 0.91 | 0.84 | 0.92 | 0.93 | 0.91 | 0.9 | 0.91 | 0.97 | 0.96 | 0.96 | 0.95 | 0.94 | 0.91 | 0.91 | 0.9 | 0.91 | 0.93 | 0.87 | 0.82 | 0.69 | 0.85 | 0.85 | 0.79 | 0.75 | 0.83 | 0.73 | 0.4 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/1981
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